JP Morgan Put 350 ULTA 17.01.2025
/ DE000JS6RMK3
JP Morgan Put 350 ULTA 17.01.2025/ DE000JS6RMK3 /
9/13/2024 8:28:32 AM |
Chg.-0.01 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.73EUR |
-0.57% |
- Bid Size: - |
- Ask Size: - |
Ulta Beauty Inc |
350.00 - |
1/17/2025 |
Put |
Master data
WKN: |
JS6RMK |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Ulta Beauty Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
350.00 - |
Maturity: |
1/17/2025 |
Issue date: |
2/14/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-19.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.53 |
Intrinsic value: |
0.84 |
Implied volatility: |
0.19 |
Historic volatility: |
0.29 |
Parity: |
0.84 |
Time value: |
0.89 |
Break-even: |
332.70 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.15 |
Spread %: |
9.49% |
Delta: |
-0.52 |
Theta: |
-0.04 |
Omega: |
-10.34 |
Rho: |
-0.67 |
Quote data
Open: |
1.73 |
High: |
1.73 |
Low: |
1.73 |
Previous Close: |
1.74 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.16% |
1 Month |
|
|
-36.16% |
3 Months |
|
|
+10.19% |
YTD |
|
|
+33.08% |
1 Year |
|
|
-40.75% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.97 |
1.63 |
1M High / 1M Low: |
2.92 |
1.63 |
6M High / 6M Low: |
4.60 |
0.46 |
High (YTD): |
8/8/2024 |
4.60 |
Low (YTD): |
4/2/2024 |
0.46 |
52W High: |
8/8/2024 |
4.60 |
52W Low: |
4/2/2024 |
0.46 |
Avg. price 1W: |
|
1.79 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.17 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.89 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.99 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
181.83% |
Volatility 6M: |
|
212.97% |
Volatility 1Y: |
|
166.49% |
Volatility 3Y: |
|
- |